+153.1%
AMAT vs MDT
+59.1%
+94.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.4% |
| 7D | -2.5% | +2.7% | -5.2% | -2.0% |
| 30D | -26.5% | +14.8% | -41.3% | -25.0% |
| 3M | -28.6% | +14.6% | -43.1% | -27.1% |
| 6M | -14.2% | +35.7% | -50.0% | -13.4% |
| YTD | +45.5% | +8.5% | +37.0% | +52.4% |
| 1Y | +59.3% | +13.3% | +46.1% | +65.9% |
| 3Y | +153.1% | +58.6% | +94.5% | +157.3% |
| All | +153.1% | +59.1% | +94.0% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling